Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models [PDF]
This paper investigates whether structural breaks and long memory are relevant features in modeling and forecasting the conditional volatility of oil spot and futures prices using three GARCH-type models, i.e., linear GARCH, GARCH with structural breaks ...
Mohamed El Hedi Arouri +2 more
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Polyphenol‐Inspired Materials for Agricultural Applications
Advanced Materials, EarlyView.This review outlines the use of polyphenol‐inspired materials for sustainable agriculture, highlighting their molecular design, interfacial assembly, structure–property relationships, and prospects toward precision agriculture, climate resilience, ecosystem protection, and circular bioeconomy strategies.
Haofu Liu +8 more
wiley +1 more source
Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]
Sci RepBiswas T, Dey A, Mandal G, Ghosh N.
europepmc +1 more source
Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models [PDF]
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular emphasis of this paper is on assessing the performance of long memory time series models in comparison to their short-memory ...
Kaizoji, Taisei, Lux, Thomas
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Artificial Intelligence Meets Micro/Nanorobotics
Advanced Materials, EarlyView.Artificial intelligence is transforming micro‐ and nanorobots from externally controlled, task‐specific machines into adaptive, autonomous systems. Machine learning, multimodal perception, digital twins, AI‐guided materials and geometry design enhance propulsion, localization, decision‐making, whichaccelerates clinical and environmental applications ...
Fatma M. Yurtsever +6 more
wiley +1 more source
Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]
Entropy (Basel)Urniezius R +9 more
europepmc +1 more source
Advanced Materials, EarlyView.Mg─Te chalcogenides address the leakage scaling trade‐off in ultrathin selector‐only memory. Structural partitioning in multiphase Mg─Te, combined with highly ionic Mg─Te bonding and Hf interfacial engineering, supports reliable 5 nm thickness operation at low write voltage with suppressed leakage current, narrow threshold voltage distributions, 10 ns ...
Yoori Seo +5 more
wiley +1 more source
Enhancing corn industry sustainability through deep learning hybrid models for price volatility forecasting. [PDF]
PLoS OneYang C, Zhai Y, Liu Z.
europepmc +1 more source
Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility [PDF]
This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which new developments related to the impact on measured volatility of market microstructure noise and random jumps are explicitly ...
Gael M. Martin +2 more
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Advanced Materials for Biologics Delivery to Brain Tumors
Advanced Materials, EarlyView.Material innovation is central to unlocking the therapeutic potential of biologics against many central nervous system diseases, including brain cancer. By engineering carriers with controlled transport, targeting, and release properties, advanced materials can overcome the blood–brain barrier and tumor microenvironment, improving the delivery of ...
Yuran Feng +4 more
wiley +1 more source